A distribution-free goodness of fit test for copula model: an application to Farlie-Gumbel-Morgernstern copula

DOI10.1007/S42519-024-00379-2zbMATH Open1542.62071MaRDI QIDQ6581633

Nabendu Pal, Rahul Chatterjee

Publication date: 31 July 2024

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationparametric bootstrapKolmogorov-Smirnov statisticJeffrey's priorBayes' estimation

Mathematics Subject Classification ID

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Cites Work

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• Goodness-of-fit tests for copulas: A review and a power study
• Goodness-of-fit tests for copulas
• A goodness-of-fit test for bivariate extreme-value copulas
• Bivariate Exponential Distributions
• The performance of some correlation coefficients for a general bivariate distribution
• Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
• Estimation and goodness-of-fit procedures for Farlie–Gumbel–Morgenstern bivariate copula of order statistics

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